Robert M. de Jong

1.7k total citations
37 papers, 964 citations indexed

About

Robert M. de Jong is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability. According to data from OpenAlex, Robert M. de Jong has authored 37 papers receiving a total of 964 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 16 papers in General Economics, Econometrics and Finance and 15 papers in Statistics and Probability. Recurrent topics in Robert M. de Jong's work include Financial Risk and Volatility Modeling (20 papers), Monetary Policy and Economic Impact (16 papers) and Statistical Methods and Inference (10 papers). Robert M. de Jong is often cited by papers focused on Financial Risk and Volatility Modeling (20 papers), Monetary Policy and Economic Impact (16 papers) and Statistical Methods and Inference (10 papers). Robert M. de Jong collaborates with scholars based in United States, United Kingdom and Netherlands. Robert M. de Jong's co-authors include James Davidson, Tiemen Woutersen, Herman J. Bierens, Christine Amsler, Peter Schmidt, Thierry A.G.M. Huisman, Misun Hwang, Christopher R. Bailey, Ana María Herrera and Deepankar Basu and has published in prestigious journals such as Econometrica, The Review of Economics and Statistics and Journal of Econometrics.

In The Last Decade

Robert M. de Jong

36 papers receiving 916 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Robert M. de Jong United States	17	478	472	398	292	108	37	964
Naoto Kunitomo Japan	15	369 0.8×	582 1.2×	214 0.5×	253 0.9×	88 0.8×	55	1000
Marine Carrasco Canada	17	517 1.1×	706 1.5×	495 1.2×	424 1.5×	126 1.2×	39	1.2k
Katsuto Tanaka Japan	15	382 0.8×	513 1.1×	380 1.0×	299 1.0×	75 0.7×	33	837
Dominik Wied Germany	15	379 0.8×	391 0.8×	170 0.4×	195 0.7×	69 0.6×	72	660
Ulrich K. Müller United States	20	767 1.6×	530 1.1×	734 1.8×	448 1.5×	112 1.0×	45	1.4k
Xiaohong Chen United States	13	347 0.7×	265 0.6×	216 0.5×	301 1.0×	60 0.6×	30	713
Degui Li United Kingdom	16	433 0.9×	252 0.5×	235 0.6×	420 1.4×	111 1.0×	79	904
Gregory Rice Canada	14	324 0.7×	288 0.6×	91 0.2×	272 0.9×	89 0.8×	41	675
Xinghua Zheng Hong Kong	15	216 0.5×	414 0.9×	74 0.2×	141 0.5×	109 1.0×	45	595
Valdo Durrleman France	11	292 0.6×	599 1.3×	89 0.2×	79 0.3×	85 0.8×	19	804

Countries citing papers authored by Robert M. de Jong

Since Specialization

Citations

This map shows the geographic impact of Robert M. de Jong's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert M. de Jong with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert M. de Jong more than expected).

Fields of papers citing papers by Robert M. de Jong

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert M. de Jong. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert M. de Jong. The network helps show where Robert M. de Jong may publish in the future.

Co-authorship network of co-authors of Robert M. de Jong

This figure shows the co-authorship network connecting the top 25 collaborators of Robert M. de Jong. A scholar is included among the top collaborators of Robert M. de Jong based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Robert M. de Jong. Robert M. de Jong is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Jong, Robert M. de, et al.. (2021). The spectral analysis of the Hodrick–Prescott filter. Journal of Time Series Analysis. 43(3). 479–489. 6 indexed citations

Jong, Robert M. de. (2020). A location model with an endogenous dummy variable. Economics Letters. 195. 109467–109467. 1 indexed citations

Hwang, Misun, Robert M. de Jong, Renee D. Boss, et al.. (2017). Novel Contrast‐Enhanced Ultrasound Evaluation in Neonatal Hypoxic Ischemic Injury: Clinical Application and Future Directions. Journal of Ultrasound in Medicine. 36(11). 2379–2386. 37 indexed citations

Jong, Robert M. de, et al.. (2015). The Econometrics of the Hodrick-Prescott Filter. The Review of Economics and Statistics. 98(2). 310–317. 71 indexed citations

Jong, Robert M. de, et al.. (2013). Unit root tests when the data are a trigonometric transformation of an integrated process. 47(1). 83–90. 2 indexed citations

Jong, Robert M. de & Tiemen Woutersen. (2011). DYNAMIC TIME SERIES BINARY CHOICE. Econometric Theory. 27(4). 673–702. 59 indexed citations

Basu, Deepankar & Robert M. de Jong. (2007). Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules. Studies in Nonlinear Dynamics and Econometrics. 11(4). 12 indexed citations

Jong, Robert M. de, Christine Amsler, & Peter Schmidt. (2006). A robust version of the KPSS test based on indicators. Journal of Econometrics. 137(2). 311–333. 39 indexed citations

Woutersen, Tiemen & Robert M. de Jong. (2004). Dynamic time series binary choice. RePEc: Research Papers in Economics. 1 indexed citations

10.

Jong, Robert M. de. (2003). Logarithmic spurious regressions. Economics Letters. 81(1). 13–21. 9 indexed citations

11.

Davidson, James & Robert M. de Jong. (2002). Consistency of kernel variance estimators for sums of semiparametric linear processes. Econometrics Journal. 5(1). 160–175. 1 indexed citations

12.

Jong, Robert M. de. (2002). Asymptotics for periodic transformations of integrated time series. 2 indexed citations

13.

Jong, Robert M. de & Peter Schmidt. (2002). Spurious logarithms and the KPSS statistic. Economics Letters. 76(3). 383–391.

14.

Jong, Robert M. de. (2001). A continuous mapping theorem-type result without continuity. 16(4). 262–9. 1 indexed citations

15.

Jong, Robert M. de. (2001). Convergence of averages of scaled functions of I(1) linear processes. Economics Letters. 71(1). 27–33. 1 indexed citations

16.

Jong, Robert M. de & James Davidson. (2000). Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices. Econometrica. 68(2). 407–423. 120 indexed citations

17.

Jong, Robert M. de. (2000). DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY. Econometric Theory. 16(1). 127–130. 41 indexed citations

18.

Jong, Robert M. de. (1996). The Bierens test under data dependence. Journal of Econometrics. 72(1-2). 1–32. 77 indexed citations

19.

Jong, Robert M. de & Herman J. Bierens. (1994). On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity. Econometric Theory. 10(1). 70–90. 28 indexed citations

20.

Jong, Robert M. de & Herman J. Bierens. (1991). On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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